Why have my appended objects lost their rigid body settings?
This is because there is no Rigid body world in your second file.
To fix this:

Press Add rigid body world in Properties &gt; Scene &gt; Rigid body world:


With your appended rigid body objects selected, press CtrlG to make a group. They should now have a green outline:


Select the group in Properties &gt; Scene &gt; Rigid Body world &gt; Group: